CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0761 |
1.0766 |
0.0005 |
0.0% |
1.0651 |
| High |
1.0793 |
1.0774 |
-0.0019 |
-0.2% |
1.0793 |
| Low |
1.0738 |
1.0698 |
-0.0040 |
-0.4% |
1.0609 |
| Close |
1.0771 |
1.0730 |
-0.0041 |
-0.4% |
1.0771 |
| Range |
0.0055 |
0.0076 |
0.0021 |
38.2% |
0.0184 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
29,046 |
24,370 |
-4,676 |
-16.1% |
154,367 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0922 |
1.0772 |
|
| R3 |
1.0886 |
1.0846 |
1.0751 |
|
| R2 |
1.0810 |
1.0810 |
1.0744 |
|
| R1 |
1.0770 |
1.0770 |
1.0737 |
1.0752 |
| PP |
1.0734 |
1.0734 |
1.0734 |
1.0725 |
| S1 |
1.0694 |
1.0694 |
1.0723 |
1.0676 |
| S2 |
1.0658 |
1.0658 |
1.0716 |
|
| S3 |
1.0582 |
1.0618 |
1.0709 |
|
| S4 |
1.0506 |
1.0542 |
1.0688 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1208 |
1.0872 |
|
| R3 |
1.1092 |
1.1024 |
1.0822 |
|
| R2 |
1.0908 |
1.0908 |
1.0805 |
|
| R1 |
1.0840 |
1.0840 |
1.0788 |
1.0874 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0742 |
| S1 |
1.0656 |
1.0656 |
1.0754 |
1.0690 |
| S2 |
1.0540 |
1.0540 |
1.0737 |
|
| S3 |
1.0356 |
1.0472 |
1.0720 |
|
| S4 |
1.0172 |
1.0288 |
1.0670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0793 |
1.0652 |
0.0141 |
1.3% |
0.0071 |
0.7% |
55% |
False |
False |
28,517 |
| 10 |
1.0793 |
1.0609 |
0.0184 |
1.7% |
0.0073 |
0.7% |
66% |
False |
False |
31,256 |
| 20 |
1.0838 |
1.0581 |
0.0257 |
2.4% |
0.0078 |
0.7% |
58% |
False |
False |
28,784 |
| 40 |
1.0838 |
1.0254 |
0.0584 |
5.4% |
0.0065 |
0.6% |
82% |
False |
False |
14,959 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0053 |
0.5% |
86% |
False |
False |
9,975 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0049 |
0.5% |
86% |
False |
False |
7,488 |
| 100 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0039 |
0.4% |
86% |
False |
False |
5,991 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0033 |
0.3% |
65% |
False |
False |
4,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1097 |
|
2.618 |
1.0973 |
|
1.618 |
1.0897 |
|
1.000 |
1.0850 |
|
0.618 |
1.0821 |
|
HIGH |
1.0774 |
|
0.618 |
1.0745 |
|
0.500 |
1.0736 |
|
0.382 |
1.0727 |
|
LOW |
1.0698 |
|
0.618 |
1.0651 |
|
1.000 |
1.0622 |
|
1.618 |
1.0575 |
|
2.618 |
1.0499 |
|
4.250 |
1.0375 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0729 |
| PP |
1.0734 |
1.0728 |
| S1 |
1.0732 |
1.0727 |
|